-41.3%
AA vs MUB
+78.3%
-119.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +0.9% | +0.7% | +0.2% | +0.4% |
| 30D | -6.7% | +4.4% | -11.0% | -9.3% |
| 3M | -16.3% | -0.2% | -16.2% | -16.3% |
| 6M | -37.1% | -0.6% | -36.5% | -36.8% |
| YTD | -25.0% | +0.3% | -25.4% | -25.1% |
| 1Y | +8.6% | +0.8% | +7.8% | +8.2% |
| 3Y | +57.2% | +12.0% | +45.2% | +47.5% |
| 5Y | -13.0% | +3.4% | -16.5% | -15.5% |
| 10Y | +65.5% | +20.7% | +44.9% | +55.0% |
| All | -41.3% | +78.3% | -119.6% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling